-91.7%
AMIX vs PENG
+120.3%
-212.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +10.3% | -30.3% | -25.4% |
| 7D | -8.1% | +1.9% | -9.9% | -12.4% |
| 30D | -52.3% | -37.8% | -14.5% | -40.5% |
| 3M | -83.8% | -14.1% | -69.7% | -84.4% |
| 6M | -79.0% | +13.1% | -92.1% | -80.5% |
| YTD | -87.2% | +151.8% | -239.0% | -90.6% |
| 1Y | -91.7% | +136.0% | -227.7% | -93.8% |
| All | -91.7% | +120.3% | -212.0% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling